S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 7th, 2026
1 Day
1.99%
decreased by 22.15%
1 Week
3.40%
decreased by 20.74%
1 Month
8.27%
decreased by 15.87%
Analysis last updated: Wednesday, May 6, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.9148 | 32.57 | |
| 0.2600 | 26.48 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
Other S&P GSCI Industrial Metals Spot Index Analyses
Other MF2-GARCH Analyses on Commodities